Richard Coles pulled his white BMW sedan off the highway near College Park and Florida Hospital during the incident. He got off the highway after another driver pulled out a gun for reasons unknown.
Feeling threatened, Coles, 36, pulled out a firearm of his own and shot himself in the leg.
"He was taken to local hospital where he has declined to prosecute and no longer wishes to speak with investigators," said sheriff's spokesman Jeff Williamson.
There are not many details about the incident that provoked the shooting at this time.
Coles was treated at the hospital for non-life-threatening injuries.
Notable deaths of 2014 [PHOTOS]
Unmentionable: Naked man got frisky with panties